I have contacted the NAX support but currently the Nokia Ad Exchange does not support windows 8. The Interactive SDK will not load in a visual studio 2012 WP8 project. However it will load and work perfectly fine in a VS 2010 WP7.1 project. I'm publishing this to give people a heads up. I have a couple apps ready to go but I wanted to go with NAX instead of MS pub center and I don't like the lack of information on pub center.
Hopefully this gets resolved soon.